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subject:"USA"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~person:"Kilian, Lutz"
~person:"Sarno, Lucio"
~person:"Timmermann, Allan"
~subject:"Erwartungsbildung"
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USA
Erwartungsbildung
Estimation
31
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United States
23
Forecasting model
15
Prognoseverfahren
15
Theorie
15
Theory
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Exchange rate
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Wechselkurs
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Welt
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US dollar
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Financial analysis
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Kilian, Lutz
Sarno, Lucio
Timmermann, Allan
Massa, Massimo
13
Marcellino, Massimiliano
10
Forni, Mario
8
Acharya, Viral V.
7
Adrian, Tobias
6
Gambetti, Luca
6
Ghysels, Eric
6
Lettau, Martin
6
Bianchi, Francesco
5
Favero, Carlo A.
5
Giannetti, Mariassunta
5
Ludvigson, Sydney C.
5
Reichlin, Lucrezia
5
Rodríguez-Pose, Andrés
5
Rossi, Barbara
5
Sala, Luca
5
Smets, Frank
5
Zhang, Hong
5
Zingales, Luigi
5
Adam, Klaus
4
Eickmeier, Sandra
4
Farmer, Roger E. A.
4
Inoue, Atsushi
4
Kollmann, Robert
4
Laeven, Luc
4
Minford, Patrick
4
Ormazabal, Gaizka
4
Portier, Franck
4
Redding, Stephen
4
Rubio-Ramírez, Juan Francisco
4
Servaes, Henri
4
Taylor, Mark P.
4
Uhlig, Harald
4
Valente, Giorgio
4
Violante, Giovanni L.
4
Wieland, Volker
4
Alesina, Alberto
3
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Discussion paper / Centre for Economic Policy Research
Discussion paper series / LSE Financial Markets Group
CESifo working papers
5
CFS working paper series
4
Journal of money, credit and banking : JMCB
4
International finance discussion papers
3
The journal of futures markets
3
The review of economics and statistics
3
CESifo Working Paper
2
Discussion Paper Series 1
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Discussion paper / Department of Economics, University of California San Diego
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Discussion paper / Deutsche Bundesbank
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Journal of empirical finance
2
Journal of international money and finance
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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1
Non-linear dynamics in deviations from the law of one price : a broad-based empirical study
Sarno, Lucio
-
2002
Persistent link: https://www.econbiz.de/10013423980
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2
Monetary fundamentals and exchange rate dynamics under different nominal regimes
Sarno, Lucio
-
2003
Persistent link: https://www.econbiz.de/10013424323
Saved in:
3
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
-
2014
Persistent link: https://www.econbiz.de/10010409119
Saved in:
4
The predictive information content of external imbalances for exchange rate returns : how much is it worth?
Della Corte, Pasquale
;
Sarno, Lucio
;
Sestieri, Giulia
-
2010
Persistent link: https://www.econbiz.de/10008747149
Saved in:
5
Non-linear mean reversion in real exchange rates : towards a solution to the purchasing power parity puzzles
Taylor, Mark P.
-
2001
Persistent link: https://www.econbiz.de/10013423283
Saved in:
6
Exchange rates and fundamentals : evidence on the economic value of predictability
Abhyankar, Abhay
-
2004
Persistent link: https://www.econbiz.de/10013424419
Saved in:
7
Non-linear equilibrium correction in US real money balances : 1869 - 1997
Sarno, Lucio
-
2002
Persistent link: https://www.econbiz.de/10013423832
Saved in:
8
Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000994249
Saved in:
9
The dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000994251
Saved in:
10
Forecasting macroeconomic variables under model instability
Gargano, Antonio
;
Timmermann, Allan
-
2016
Persistent link: https://www.econbiz.de/10011521711
Saved in:
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